CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4000 |
1.3845 |
-0.0155 |
-1.1% |
1.3853 |
| High |
1.4000 |
1.3885 |
-0.0115 |
-0.8% |
1.4000 |
| Low |
1.3900 |
1.3825 |
-0.0075 |
-0.5% |
1.3750 |
| Close |
1.3948 |
1.3862 |
-0.0086 |
-0.6% |
1.3948 |
| Range |
0.0100 |
0.0060 |
-0.0040 |
-40.0% |
0.0250 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
202,615 |
154,347 |
-48,268 |
-23.8% |
988,883 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4037 |
1.4010 |
1.3895 |
|
| R3 |
1.3977 |
1.3950 |
1.3879 |
|
| R2 |
1.3917 |
1.3917 |
1.3873 |
|
| R1 |
1.3890 |
1.3890 |
1.3868 |
1.3904 |
| PP |
1.3857 |
1.3857 |
1.3857 |
1.3864 |
| S1 |
1.3830 |
1.3830 |
1.3857 |
1.3844 |
| S2 |
1.3797 |
1.3797 |
1.3851 |
|
| S3 |
1.3737 |
1.3770 |
1.3846 |
|
| S4 |
1.3677 |
1.3710 |
1.3829 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4649 |
1.4549 |
1.4086 |
|
| R3 |
1.4399 |
1.4299 |
1.4017 |
|
| R2 |
1.4149 |
1.4149 |
1.3994 |
|
| R1 |
1.4049 |
1.4049 |
1.3971 |
1.4099 |
| PP |
1.3899 |
1.3899 |
1.3899 |
1.3925 |
| S1 |
1.3799 |
1.3799 |
1.3925 |
1.3849 |
| S2 |
1.3649 |
1.3649 |
1.3902 |
|
| S3 |
1.3399 |
1.3549 |
1.3879 |
|
| S4 |
1.3149 |
1.3299 |
1.3811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4000 |
1.3820 |
0.0180 |
1.3% |
0.0102 |
0.7% |
23% |
False |
False |
194,742 |
| 10 |
1.4150 |
1.3750 |
0.0400 |
2.9% |
0.0117 |
0.8% |
28% |
False |
False |
145,915 |
| 20 |
1.4310 |
1.3750 |
0.0560 |
4.0% |
0.0075 |
0.5% |
20% |
False |
False |
77,033 |
| 40 |
1.4310 |
1.3005 |
0.1305 |
9.4% |
0.0049 |
0.3% |
66% |
False |
False |
38,795 |
| 60 |
1.4310 |
1.2912 |
0.1398 |
10.1% |
0.0032 |
0.2% |
68% |
False |
False |
25,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4140 |
|
2.618 |
1.4042 |
|
1.618 |
1.3982 |
|
1.000 |
1.3945 |
|
0.618 |
1.3922 |
|
HIGH |
1.3885 |
|
0.618 |
1.3862 |
|
0.500 |
1.3855 |
|
0.382 |
1.3848 |
|
LOW |
1.3825 |
|
0.618 |
1.3788 |
|
1.000 |
1.3765 |
|
1.618 |
1.3728 |
|
2.618 |
1.3668 |
|
4.250 |
1.3570 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3860 |
1.3913 |
| PP |
1.3857 |
1.3896 |
| S1 |
1.3855 |
1.3879 |
|